Anic Equity¶

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Total return since start: 0.585 %¶

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Equity now: -----------------------------> 48417.16 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44355.56 Kr¶

PnL: ---------------------------------------> -700.44 Kr¶

DD now: ---------------------------------> -8.854 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 12:24:57.351577'

Anic Portfolio¶

Today¶

Return: 0.215 %¶

This Week¶

Return: -1.797 %¶

Total portfolio value¶

Return including deposits: 58.505 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.500000 1620.360000 151.360000 10.300000 1468.999998
Hexatronic Group 12 7.320000 1070.160000 103.160000 10.670000 966.999996
VEF 909 3.280000 1890.720000 40.720000 2.200000 1850.000436
Hoist Finance 35 0.170000 1015.000000 35.000000 3.570000 980.000000
OX2 13 0.200000 973.700000 23.700000 2.490000 949.999999
INVISIO 16 1.530000 3712.000000 23.000000 0.620000 3689.000000
Clas Ohlson B 12 5.800000 985.800000 12.800000 1.320000 972.999996
BioGaia B 8 3.160000 940.000000 10.000000 1.080000 930.000000
Gränges 9 2.360000 937.800000 9.800000 1.060000 927.999999
HEXPOL B 9 1.520000 1024.200000 3.200000 0.310000 1020.999996
Sagax B 4 0.140000 856.800000 2.800000 0.330000 854.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
JM 6 -0.890000 864.600000 0.600000 0.070000 864.000000
Atrium Ljungberg B 5 -3.210000 934.000000 -1.000000 -0.110000 935.000000
Catena 2 -1.400000 786.000000 -6.000000 -0.760000 792.000000
Bilia A 8 1.280000 889.600000 -10.400000 -1.160000 900.000000
AcadeMedia 8 -2.840000 388.640000 -13.360000 -3.320000 402.000000
Byggmax Group 33 2.290000 941.820000 -14.180000 -1.480000 956.000001
Biotage 7 -1.280000 917.700000 -23.300000 -2.480000 940.999997
Addnode Group B 11 2.130000 897.600000 -23.400000 -2.540000 921.000003
SKF B 5 1.750000 916.000000 -24.000000 -2.550000 940.000000
ASSA ABLOY B 3 -0.320000 750.600000 -28.400000 -3.650000 779.000001
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
EQT 4 0.810000 799.600000 -32.400000 -3.890000 832.000000
Alimak Group 11 0.870000 891.000000 -37.000000 -3.990000 927.999996
Latour B 4 1.340000 816.800000 -40.200000 -4.690000 857.000000
Nordic Waterproofing Holding 7 -0.750000 926.800000 -40.200000 -4.160000 966.999999
Vitec Software Group B 2 1.870000 1036.000000 -51.000000 -4.690000 1087.000000
Bufab 3 2.140000 1057.200000 -51.800000 -4.670000 1109.000001
Platzer Fastigheter Holding B 12 -0.400000 904.800000 -56.200000 -5.850000 960.999996
Indutrade 5 0.650000 1160.500000 -57.500000 -4.720000 1218.000000
Orrön Energy 180 0.510000 1962.000000 -81.000000 -3.960000 2043.000000
Sedana Medical 93 0.470000 2406.840000 -114.160000 -4.530000 2521.000011
BHG Group 97 -0.150000 1290.100000 -168.900000 -11.580000 1458.999989
Hexagon B 26 0.160000 3255.200000 -205.800000 -5.950000 3461.000010
TOTAL 44365.340000 -690.660000 -8.83543% 45056.000411

Updated:¶

'2023-07-07 12:24:38.088792'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶